BOOK-CHAPTER

Estimation of Sparse Variance-Covariance Matrix

Félix ChanRamzi Chariag

Year: 2024 Advanced studies in theoretical and applied econometrics Pages: 99-131   Publisher: Springer Nature (Netherlands)
Keywords:
Estimation of covariance matrices Covariance matrix Covariance Covariance intersection Variance (accounting) Mathematics Statistics Computer science Economics

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